My experience has been the less complicated you make it, the better it will be.
There are many ways to get better than OEM sound from these cars. I just would not go through all the upconverting/downconverting, using part stock / part aftermarket etc.
You are inviting trouble (noise, impedance mismatch etc.) with every extra piece you add.
Re-wiring and installing of new gear should not be done in such a way as to damage to car, lease especially. Even if you own the car, if you ever sell it, most likely the buyers will not appreciate a hacked up car. This is obviously up to the owner. If he wants to chop, let him chop.
In a CLK, intalling aftermarket gear is relatively easy, and needs to cause no damage.
Just my 2c's.